+141,733.1%
MSFT vs KEY
+981.5%
+140,751.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +1.7% | -1.3% | +2.9% | +2.0% |
| 30D | +0.2% | +5.1% | -5.0% | -1.0% |
| 3M | +6.4% | -7.1% | +13.5% | +8.0% |
| 6M | +28.7% | -4.4% | +33.1% | +29.7% |
| YTD | +10.4% | +4.0% | +6.4% | +8.9% |
| 1Y | +7.6% | +23.4% | -15.8% | +2.0% |
| 3Y | +52.3% | +113.9% | -61.6% | +24.6% |
| 5Y | +64.5% | +12.3% | +52.2% | +50.0% |
| 10Y | +917.8% | +125.5% | +792.3% | +633.4% |
| All | +141,733.1% | +981.5% | +140,751.5% | +45,770.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling